|Horizon||30 Days Login to change|
BNY Mellon Market Sensitivity
BNY Mellon Japan Technical Analysis
BNY Mellon Projected Return Density Against MarketAssuming 30 trading days horizon, BNY Mellon has beta of 0.2011 suggesting as returns on market go up, BNY Mellon average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BNY Mellon Japan Sm Cap Focus I EUR Hdg will be expected to be much smaller as well. Moreover, BNY Mellon Japan Sm Cap Focus I EUR Hdg has an alpha of 0.0175 implying that it can potentially generate 0.0175% excess return over DOW after adjusting for the inherited market risk (beta).
BNY Mellon Return VolatilityBNY Mellon Japan Sm Cap Focus I EUR Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.